Anic Equity¶

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Total return since start: 0.556 %¶

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Equity now: -----------------------------> 47524.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46129.79 Kr¶

PnL: ---------------------------------------> -758.78 Kr¶

DD now: ---------------------------------> -2.273 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 09:13:31.301460'

Anic Portfolio¶

Today¶

Return: 0.445 %¶

This Week¶

Return: -0.018 %¶

Total¶

Return: 55.584 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.000000 3083.600000 112.600000 3.790000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -1.660000 2688.000000 52.000000 1.970000 2636.000010
Corem Property Group B 59 1.350000 619.500000 42.500000 7.370000 576.999999
SAAB B 8 -0.210000 3419.200000 42.200000 1.250000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.160000 382.600000 27.600000 7.770000 355.000000
AcadeMedia 12 0.620000 582.960000 25.960000 4.660000 557.000004
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 0.780000 540.400000 12.400000 2.350000 527.999997
Resurs Holding 22 1.450000 584.760000 10.760000 1.870000 573.999998
HMS Networks 2 -0.930000 680.000000 7.000000 1.040000 673.000000
Swedbank A 3 1.280000 570.150000 6.150000 1.090000 564.000000
Eastnine 4 -2.670000 496.000000 5.000000 1.020000 491.000000
Intrum 4 -0.820000 531.800000 4.800000 0.910000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 564.900000 2.900000 0.520000 562.000005
Norva24 Group 16 -5.280000 545.600000 2.600000 0.480000 543.000000
Boozt 12 1.920000 1656.000000 2.000000 0.120000 1653.999996
Coor Service Management Hold. 8 0.600000 533.200000 1.200000 0.230000 532.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Nordea Bank Abp 29 0.970000 3453.900000 -0.100000 0.000000 3453.999992
Essity B 2 0.350000 573.200000 -0.800000 -0.140000 574.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.790000 244.080000 -1.920000 -0.780000 246.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Securitas B 6 0.360000 565.800000 -4.200000 -0.740000 570.000000
CTEK 13 0.730000 521.170000 -12.830000 -2.400000 533.999999
Karnov Group 9 0.350000 519.300000 -16.700000 -3.120000 536.000004
Sampo Oyj SDB 7 1.110000 3829.000000 -21.000000 -0.550000 3850.000000
Midsona B 63 1.950000 558.810000 -24.190000 -4.150000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.740000 542.500000 -52.070000 -8.760000 594.565215
Axfood 13 0.000000 3641.300000 -114.700000 -3.050000 3756.000001
OX2 18 0.570000 1434.600000 -229.400000 -13.790000 1663.999992
Ovzon 52 3.960000 3005.600000 -356.400000 -10.600000 3361.999992
Fasadgruppen Group 35 0.720000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46113.470000 -775.100000 -2.30599% 46888.564618

Updated:¶

'2023-01-20 09:12:38.041234'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶